Methods for solving linear semi-infinite programming problems

This thesis discusses a class of linear semi-infinite programming problems with finite number of variables and infinitely many constraints over a compact metric space. The “adding constraint method” for solving linear semi-infinite pro-gramming problems is introduced in Chapter I. The “perturbation method” for solving regular linear programming problems is introduced in Chapter II. Based on these two methods, the “perturbation method” for solving linear semi-infinite programming problems is proposed with a proof for the convergence of the “per-turbation algorithm”. Some numerical examples are also included in this thesis.